AN ANALYSIS OF THE SUPPLY CURVE FOR LIQUIDITY RISK THROUGH BOOK DATA (Q2786341): Difference between revisions
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Property / author: Philip E. Protter / rank | |||
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Property / cites work: Liquidity risk and arbitrage pricing theory / rank | |||
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Property / cites work: Editorial: 20th anniversary of Finance and Stochastics / rank | |||
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Property / cites work: Price functionals with bid-ask spreads: An axiomatic approach / rank | |||
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Property / cites work: Continuous Auctions and Insider Trading / rank | |||
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Latest revision as of 10:29, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | AN ANALYSIS OF THE SUPPLY CURVE FOR LIQUIDITY RISK THROUGH BOOK DATA |
scientific article |
Statements
AN ANALYSIS OF THE SUPPLY CURVE FOR LIQUIDITY RISK THROUGH BOOK DATA (English)
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21 September 2010
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liquidity risk
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supply curve
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hedging risk
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semimartingale
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arbitrage
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option
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